The Art of Credit Derivatives
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29

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Published By John Wiley & Sons, Inc.

9781119206620, 9780470747353

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Cash Flow CDOs

The Art of Credit Derivatives ◽

10.1002/9781119206620.ch14 ◽

2015 ◽

pp. 107-121

Keyword(s):

Cash Flow

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1-factor Models for the ABS Correlation Market Pricing TABX Tranches

The Art of Credit Derivatives ◽

10.1002/9781119206620.ch19 ◽

2015 ◽

pp. 159-169

Keyword(s):

Factor Models ◽

Market Pricing

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Bond Price Implied Spreads

The Art of Credit Derivatives ◽

10.1002/9781119206620.ch20 ◽

2015 ◽

pp. 171-175

Keyword(s):

Bond Price

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Standardized Credit Indices

The Art of Credit Derivatives ◽

10.1002/9781119206620.ch8 ◽

2015 ◽

pp. 55-60

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Introduction

The Art of Credit Derivatives ◽

10.1002/9781119206620.ch1 ◽

2015 ◽

pp. 1-4

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Default Models

The Art of Credit Derivatives ◽

10.1002/9781119206620.ch2 ◽

2015 ◽

pp. 5-11

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Dynamic Credit Portfolio Management

The Art of Credit Derivatives ◽

10.1002/9781119206620.ch23 ◽

2015 ◽

pp. 193-215

Keyword(s):

Portfolio Management ◽

Credit Portfolio ◽

Credit Portfolio Management

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Modeling Dependence with Copulas

The Art of Credit Derivatives ◽

10.1002/9781119206620.ch3 ◽

2015 ◽

pp. 13-17

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Collateralized Debt Obligations

The Art of Credit Derivatives ◽

10.1002/9781119206620.ch7 ◽

2015 ◽

pp. 47-54

Keyword(s):

Collateralized Debt Obligations ◽

Collateralized Debt

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Economic Capital Allocation Approaches

The Art of Credit Derivatives ◽

10.1002/9781119206620.app1 ◽

2015 ◽

pp. 221-222

Keyword(s):

Capital Allocation ◽

Economic Capital

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